Publication

Publication

This paper studies an infinite-server queue in a Markov environment, that is, an infinite-server
queue with arrival rates and service times depending on the state of a Markovian background
process. Scaling the arrival rates $\lambda_i$ by a factor $N$, tail probabilities are examined when letting $N$ tend
to $\infty$; non-standard large deviations results are obtained. An importance-sampling based estimation
algorithm is proposed, that is proven to be logarithmically efficient.